0.90Open1.50Pre Close5 Volume26 Open Interest15.00Strike Price345.00Turnover55.83%IV4.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4326Delta0.3711Gamma45.45Leverage Ratio-0.0368Theta0.0010Rho19.66Eff Leverage0.0075Vega